currency-hedging

Here are 2 public repositories matching this topic...

matthias-wyss / international-diversification-strategies

Final project for the Investments course at EPFL. We evaluate the benefits of international diversification and various dynamic strategies (momentum, reversal, carry, dollar) using real market data. The project includes code, data processing, visualizations, and a full written report.

python finance epfl investments quantitative-finance portfolio-management momentum-strategy financial-modeling carry-trade international-diversification reversal-strategy currency-hedging

Updated Jun 15, 2025
Jupyter Notebook

Guilou001 / 13-couverture-de-change

Star

Couvrir le USD, ou pas : XSP reconstruit par la parité couverte des taux (corr 0,995, écart +93 pb/an expliqué), et le verdict mesuré : la couverture AUGMENTE le risque d'un panier d'actions US vu du Canada (corr USD/actions -0,59, ratio optimal ~0). Données FRED/Valet/Yahoo libres.

python canada fx etf minimum-variance currency-hedging covered-interest-parity gestion-de-portefeuille

Updated Aug 30, 2026
Python

Improve this page

Add a description, image, and links to the currency-hedging topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the currency-hedging topic, visit your repo's landing page and select "manage topics."

Learn more